An R2criterion based on optimal predictors

DOI10.1080/07474939708800375MaRDI QIDQ4355148zbMATHOpenAlexFDO

Authors Larry W. Taylor

Publication date 16 August 1998

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939708800375

zbMATH Keywords

instrumental variablesmultivariatenonlineargoodness-of-fitdurationoptimal predictormean-squared prediction error

Mathematics Subject Classification ID

General nonlinear regression (62J02) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
• A compendium to information theory in economics and econometrics
• A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
• Coefficients of correlation for simultaneous equation systems
• Relative Entropy Measures of Multivariate Dependence
• Stochastic complexity and the mdl principle

Cited in

(3)

• A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
• Optimality criteria for regression models based on predicted variance
• scientific article; zbMATH DE number 4080702 (Why is no real title available?)

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